+525.7%
AVGO vs SWK
-23.3%
+549.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +7.8% |
| 7D | -0.9% | +10.7% | -11.5% | -4.5% |
| 30D | -11.6% | +33.3% | -45.0% | -20.4% |
| 3M | -25.2% | +14.7% | -39.8% | -29.1% |
| 6M | -25.4% | +48.5% | -74.0% | -35.9% |
| YTD | -7.2% | +63.9% | -71.1% | -24.0% |
| 1Y | -7.9% | +80.4% | -88.3% | -27.4% |
| 3Y | +262.1% | +58.1% | +204.0% | +183.8% |
| 5Y | +525.7% | -24.5% | +550.2% | +522.9% |
| All | +525.7% | -23.3% | +549.0% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling